Crear Folder en SQL Server

Podemos crear un folder con OLE Automation, de la siguiente manera:

DECLARE @OLEresult   INT  
DECLARE @OLEfilesytemobject INT  
DECLARE @OLEfolder   INT  
DECLARE @OLEsource   VARCHAR(255)  
DECLARE @OLEdescription  VARCHAR(255)  
DECLARE @newfolder VARCHAR(255)

SET @newfolder = 'C:\Backups\New_Folder'

EXEC @OLEresult=sp_OACreate 'Scripting.FileSystemObject', @OLEfilesytemobject OUT  
IF @OLEresult <> 0 BEGIN  
EXEC sp_OAGetErrorInfo @OLEfilesytemobject  
RETURN  
END  

EXEC @OLEresult=sp_OAMethod @OLEfilesytemobject, 'FolderExists', @OLEfolder OUT, @newfolder  
IF @OLEfolder=0 BEGIN  
EXEC @OLEresult=sp_OAMethod @OLEfilesytemobject, 'CreateFolder', @OLEfolder OUT, @newfolder  
END  

IF @OLEresult <> 0 BEGIN  
EXEC sp_OAGetErrorInfo @OLEfilesytemobject, @OLEsource OUT, @OLEdescription OUT  
SELECT @OLEdescription='Could not create folder: ' + @OLEdescription  
RAISERROR (@OLEdescription, 16, 1)   
END 

EXECUTE @OLEResult = sp_OADestroy @OLEfilesytemobject